相关论文: Asymptotic Convergence and Stability of Adaptive G…

We analyze convergence rates of stochastic optimization procedures for non-smooth convex optimization problems. By combining randomized smoothing techniques with accelerated gradient methods, we obtain convergence rates of stochastic…

Despite their overwhelming capacity to overfit, deep neural networks trained by specific optimization algorithms tend to generalize well to unseen data. Recently, researchers explained it by investigating the implicit regularization effect…

Stochastic Gradient Descent (SGD) is one of the most popular algorithms in statistical and machine learning due to its computational and memory efficiency. Various averaging schemes have been proposed to accelerate the convergence of SGD in…

Decentralized optimization has become vital for leveraging distributed data without central control, enhancing scalability and privacy. However, practical deployments face fundamental challenges due to heterogeneous computation speeds and…

In recent years, deep learning has achieved remarkable success in various fields such as image recognition, natural language processing, and speech recognition. The effectiveness of deep learning largely depends on the optimization methods…

Gradient descent and stochastic gradient descent are central to modern machine learning, yet their behavior under large step sizes remains theoretically unclear. Recent work suggests that acceleration often arises near the edge of…

Despite their popularity in deep learning and machine learning in general, the theoretical properties of adaptive optimizers such as Adagrad, RMSProp, Adam or AdamW are not yet fully understood. In this paper, we develop a novel framework…

The graduated optimization approach, also known as the continuation method, is a popular heuristic to solving non-convex problems that has received renewed interest over the last decade. Despite its popularity, very little is known in terms…

The main aim of this paper is to provide an analysis of gradient descent (GD) algorithms with gradient errors that do not necessarily vanish, asymptotically. In particular, sufficient conditions are presented for both stability (almost sure…

Stochastic Proximal Gradient (SPG) methods have been widely used for solving optimization problems with a simple (possibly non-smooth) regularizer in machine learning and statistics. However, to the best of our knowledge no non-asymptotic…

This paper presents a novel adaptation of the Stochastic Gradient Descent (SGD), termed AdaBatchGrad. This modification seamlessly integrates an adaptive step size with an adjustable batch size. An increase in batch size and a decrease in…

We prove convergence of a single time-scale stochastic subgradient method with subgradient averaging for constrained problems with a nonsmooth and nonconvex objective function having the property of generalized differentiability. As a tool…

In this paper, we introduce a stochastic projected subgradient method for weakly convex (i.e., uniformly prox-regular) nonsmooth, nonconvex functions---a wide class of functions which includes the additive and convex composite classes. At a…

Over the last decades, Stochastic Gradient Descent (SGD) has been intensively studied by the Machine Learning community. Despite its versatility and excellent performance, the optimization of large models via SGD still is a time-consuming…

Due to the explosion in the size of the training datasets, distributed learning has received growing interest in recent years. One of the major bottlenecks is the large communication cost between the central server and the local workers.…

Variance reduction (VR) methods employ stochastic gradients with decreasing variance, and they have been widely applied to solve large-scale optimization problems in machine learning because of their efficiency. Existing theoretical studies…

Motivated by the conspicuous use of momentum-based algorithms in deep learning, we study a nonsmooth nonconvex stochastic heavy ball method and show its convergence. Our approach builds upon semialgebraic (definable) assumptions commonly…

Many machine learning problems can be formulated as minimax problems such as Generative Adversarial Networks (GANs), AUC maximization and robust estimation, to mention but a few. A substantial amount of studies are devoted to studying the…

We propose an adaptive accelerated gradient method for solving smooth convex optimization problems. The method incorporates a scheme to determine the step size adaptively, by means of a local estimation of the smoothness constant, which is…

Here we study non-convex composite optimization: first, a finite-sum of smooth but non-convex functions, and second, a general function that admits a simple proximal mapping. Most research on stochastic methods for composite optimization…